Parallel Shift Analysis

FHLB Des Moines provides estimated valuations for specific Convertible, Convertible with a Strike and Mortgage Matched advances for members’ information and convenience only. The valuation estimates result from immediate parallel interest-rate movements of plus/minus 300 basis points in 100 basis point increments and are generated by models used for the Bank’s own asset/liability management purposes. The models use specific assumptions, for example, market volatility and discount curve adjusted for the Bank’s spread, to estimate the value of the advance. The valuations represent theoretical market prices only and should not be mistaken for a liquidation price on a Convertible, Convertible with a Strike or Mortgage Matched advance.

In providing these valuations to members, the Bank is not performing any advisory service. The valuations are provided without representation or warranty and the member is solely responsible for any decisions made or actions taken based on the valuations provided. It is recommended that members maintain independent capabilities to value their asset/liability positions, including Convertible, Convertible with a Strike and Mortgage Matched advances.

The estimated valuations are provided on a monthly basis and are typically available around the 21st of the following month.

This site provides links to other websites. FHLB Des Moines is not responsible for the privacy practices or content of these linked sites, and does not endorse, warrant or guarantee the products, services or information described or offered at these linked sites. To remain at the Bank's site, click Cancel. To leave Bank's site for the link you selected, click OK.

You are now being directed to a trusted third party website that is used to assist FHLB Des Moines in maintaining our website, conducting business or servicing our members and the general public. FHLB Des Moines does not endorse or accept responsibility for the actions, policies or privacy practices of these independent sites.

Click OK to proceed to this website for additional details or click CANCEL to return to FHLB Des Moines website.

You are now being directed to the Mortgage Partnership Finance® Program (MPF) website, which is maintained by the Federal Home Loan Bank of Chicago (FHLBC). The MPF Program was developed in 1997 by the FHLBC and is designed to provide access to the secondary mortgage market for small- and mid-sized financial institutions. Currently, six of the FHLBanks participate in the MPF Program, including the Federal Home Loan Bank of Des Moines (FHLB Des Moines).

FHLB Des Moines is not responsible for the privacy practices or content of the MPF website.

Click OK to proceed to the MPF website to learn more about the MPF Program or contact your local FHLBank MPF representative. For a list of MPF representatives, click here.

"Mortgage Partnership Finance," "MPF," "eMPF," and "MPF Xtra" are registered trademarks of the Federal Home Loan Bank of Chicago. The "MPF Mortgage Partnership Finance" logo is trademarked by the Federal Home Loan Bank of Chicago.